Add CBOE volatility indices and futures (SPX, VIX, VVIX, VX1, VX2)
m
market_k1d
It would be really helpful if Market Data could include CBOE volatility symbols such as VIX, VVIX, and front-month VIX futures (VX1, VX2).
These symbols are widely used by traders and analysts to understand market volatility, risk sentiment, and hedging behavior. Having them available through Market Data would make it easier to build and test volatility-based models without needing multiple data sources.
Suggested symbols:
SPX
VIX – CBOE Volatility Index
VVIX – Volatility of VIX
VX1, VX2 – front and second month VIX futures
Adding this data would make Market Data even more useful for anyone studying or trading volatility.
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s
scidec
Requests already support SPX, VIX and VVIX, but not the futures data.
s
scidec
I already do something similar with this endpoint:
Symbols:
VOLI
VIX1D
VIX9D
VIX
VIX3M
VIX6M
VIX1Y